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"Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global ..."

Daniele Massacci (2017)

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DOI: 10.1287/MNSC.2016.2488

access: closed

type: Journal Article

metadata version: 2020-06-30

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Daniele Massacci:
Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness. Manag. Sci. 63(9): 3072-3089 (2017)

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